Edelweiss Arbitrage Fund Overview
Category Arbitrage Fund
BMSMONEY Rank 4
BMSMONEY Rating
Gro. Opt. As On: 19-09-2024
NAV ₹18.38(R) -0.06% ₹19.62(D) -0.05%
Returns 1Y 3Y 5Y 7Y 10Y
LumpSum (R) 7.55% 6.01% 5.37% 5.63% 6.06%
LumpSum (D) 8.3% 6.76% 6.12% 6.38% 6.74%
SIP (R) -8.24% 5.16% 5.38% 5.07% 5.47%
SIP (D) -7.57% 5.91% 6.14% 5.81% 6.21%
Ratio Sharpe Ratio Sortino Ratio Sterling Ratio Jensen's Alpha Treynor Ratio
-1.77 -0.49 0.58 -% -
Risk STD. Dev VaR 1Y95% Max DD Beta Semi Devi.
0.68% 0.0% -0.05% - 0.51%
Top Arbitrage Fund
Fund Name Rank Rating
Invesco India Arbitrage Fund 1
Kotak Equity Arbitrage Fund 2
SBI Arbitrage Opportunities Fund 3
Edelweiss Arbitrage Fund 4
UTI Arbitrage Fund 5

NAV Date: 19-09-2024

Scheme Name NAV Rupee Change Percent Change
Edelweiss Arbitrage Fund - Regular Plan - IDCW Option 13.49
-0.0100
-0.0500%
Edelweiss Arbitrage Fund - Direct Plan - IDCW Option 14.03
-0.0100
-0.0500%
Edelweiss Arbitrage Fund - Monthly Regular Plan - IDCW Option 15.02
-0.0100
-0.0600%
Edelweiss Arbitrage Fund - Monthly Direct Plan - IDCW Option 16.12
-0.0100
-0.0500%
Edelweiss Arbitrage Fund- Regular Plan- Growth Option 18.38
-0.0100
-0.0600%
Edelweiss Arbitrage Fund- Regular Plan -Bonus Option 18.39
-0.0100
-0.0600%
Edelweiss Arbitrage Fund- Direct Plan- Growth Option 19.62
-0.0100
-0.0500%

Review Date: 19-09-2024

Edelweiss Arbitrage Fund has shown very good performance in the Arbitrage Fund category. The fund has rank of 4 out of 23 funds in the category. The fund has delivered return of 7.55% in 1 year, 6.01% in 3 years, 5.37% in 5 years and 6.06% in 10 years. The category average for the same periods is 7.34%, 5.7%, 5.04% and 5.84% respectively, which shows very good return performance of fund in the category. The fund has exhibited standard deviation of 0.68, VaR of 0.0, Average Drawdown of -0.05, Semi Deviation of 0.51 and Max Drawdown of -0.05. The category average for the same parameters is 0.69, -0.01, -0.04, 0.51 and -0.05 respectively. The fund has average risk in the category.

Key Points:

  1. An investment of ₹10,000 in Edelweiss Arbitrage Fund direct growth option would have grown to ₹10830.0 in 1 year, ₹12168.0 in 3 years and ₹13458.0 in 5 years as of today (19-09-2024).
  2. An SIP of ₹1,000 per month in Edelweiss Arbitrage Fund direct growth option would have grown to ₹11501.0 in 1 year, ₹39385.0 in 3 years and ₹70076.0 in 5 years as of today (19-09-2024).
  3. standard deviation of 0.68 and based on VaR one can expect to lose more than 0.0% of current value of fund in one year.
  4. Sharpe ratio of the fund is -1.77 which shows very good performance of fund in the arbitrage fund category.


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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.50
0.51
0.38 | 0.61 16 | 23 Average
3M Return % 1.60
1.59
1.30 | 1.71 15 | 23 Average
6M Return % 3.64
3.58
2.97 | 3.77 9 | 23 Good
1Y Return % 7.55
7.34
6.12 | 7.79 5 | 23 Very Good
3Y Return % 6.01
5.70
4.67 | 6.27 4 | 21 Very Good
5Y Return % 5.37
5.04
4.13 | 5.46 3 | 19 Very Good
7Y Return % 5.63
5.44
4.76 | 5.72 2 | 13 Very Good
10Y Return % 6.06
5.84
5.30 | 6.06 1 | 12 Very Good
1Y SIP Return % -8.24
-8.42
-9.55 | -8.04 5 | 23 Very Good
3Y SIP Return % 5.16
4.89
3.72 | 5.36 4 | 21 Very Good
5Y SIP Return % 5.38
5.12
4.28 | 5.56 4 | 19 Very Good
7Y SIP Return % 5.07
4.90
4.31 | 5.19 3 | 13 Very Good
10Y SIP Return % 5.47
5.31
4.70 | 5.56 2 | 12 Very Good
Standard Deviation 0.68
0.69
0.63 | 0.80 11 | 21 Good
Semi Deviation 0.51
0.51
0.46 | 0.59 13 | 21 Average
Max Drawdown % -0.05
-0.05
-0.13 | 0.00 13 | 21 Average
VaR 1 Y % 0.00
-0.01
-0.10 | 0.00 19 | 21 Poor
Average Drawdown % -0.05
-0.04
-0.13 | 0.00 13 | 21 Average
Sharpe Ratio -1.77
-2.21
-3.91 | -1.45 4 | 21 Very Good
Sterling Ratio 0.58
0.54
0.44 | 0.60 4 | 21 Very Good
Sortino Ratio -0.49
-0.55
-0.76 | -0.42 4 | 21 Very Good
Return data last Updated On : Sept. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

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KPIs* Fund Benchmark Cat. Avg Min | Max Rank (In Cat.) Performance
1M Return % 0.56 0.56 0.45 | 0.68 15 | 23
3M Return % 1.78 1.76 1.50 | 1.90 12 | 23
6M Return % 4.00 3.93 3.38 | 4.15 8 | 23
1Y Return % 8.30 8.06 6.97 | 8.43 6 | 23
3Y Return % 6.76 6.41 5.48 | 6.98 4 | 21
5Y Return % 6.12 5.72 4.77 | 6.18 3 | 19
7Y Return % 6.38 6.10 5.29 | 6.38 1 | 13
10Y Return % 6.74 6.48 5.83 | 6.74 1 | 12
1Y SIP Return % -7.57 -7.76 -8.79 | -7.39 6 | 23
3Y SIP Return % 5.91 5.61 4.59 | 6.08 3 | 21
5Y SIP Return % 6.14 5.82 4.90 | 6.26 3 | 19
7Y SIP Return % 5.81 5.57 4.91 | 5.84 2 | 13
10Y SIP Return % 6.21 5.97 5.26 | 6.21 1 | 12
Standard Deviation 0.68 0.69 0.63 | 0.80 11 | 21
Semi Deviation 0.51 0.51 0.46 | 0.59 13 | 21
Max Drawdown % -0.05 -0.05 -0.13 | 0.00 13 | 21
VaR 1 Y % 0.00 -0.01 -0.10 | 0.00 19 | 21
Average Drawdown % -0.05 -0.04 -0.13 | 0.00 13 | 21
Sharpe Ratio -1.77 -2.21 -3.91 | -1.45 4 | 21
Sterling Ratio 0.58 0.54 0.44 | 0.60 4 | 21
Sortino Ratio -0.49 -0.55 -0.76 | -0.42 4 | 21
Return data last Updated On : Sept. 19, 2024.
Other parameters, fund ranking, non return related analysis are updated after every month end. Last Updated On : June 28, 2024
KPIs: Key Performance Indicators

Investment Period Regular Direct
Return % Current Value of ₹ 10000 Return % Current Value of ₹ 10000
1D -0.06 ₹ 9,994.00 -0.05 ₹ 9,995.00
1W 0.02 ₹ 10,002.00 0.04 ₹ 10,004.00
1M 0.50 ₹ 10,050.00 0.56 ₹ 10,056.00
3M 1.60 ₹ 10,160.00 1.78 ₹ 10,178.00
6M 3.64 ₹ 10,364.00 4.00 ₹ 10,400.00
1Y 7.55 ₹ 10,755.00 8.30 ₹ 10,830.00
3Y 6.01 ₹ 11,914.00 6.76 ₹ 12,168.00
5Y 5.37 ₹ 12,986.00 6.12 ₹ 13,458.00
7Y 5.63 ₹ 14,677.00 6.38 ₹ 15,413.00
10Y 6.06 ₹ 18,007.00 6.74 ₹ 19,203.00
15Y ₹ ₹

Disclaimer: Past performance may or may not be sustained in future and should not be used as a basis for comparison with other investments. Returns for periods above 1 year are annualised.

Investment Period Invested Amount Regular Direct
XIRR % Current Value of Invested Amount XIRR % Current Value of Invested Amount
1Y ₹ 12000 -8.24 ₹ 11,455.56 -7.57 ₹ 11,500.51
3Y ₹ 36000 5.16 ₹ 38,941.60 5.91 ₹ 39,385.40
5Y ₹ 60000 5.38 ₹ 68,761.08 6.14 ₹ 70,076.16
7Y ₹ 84000 5.07 ₹ 100,581.60 5.81 ₹ 103,281.19
10Y ₹ 120000 5.47 ₹ 158,882.64 6.21 ₹ 165,080.04
15Y ₹ 180000 ₹ ₹


Date NAV Regular Growth NAV Direct Growth
19-09-2024 18.3834 19.6234
17-09-2024 18.3869 19.6263
16-09-2024 18.3763 19.6147
13-09-2024 18.3826 19.6203
12-09-2024 18.379 19.6161
11-09-2024 18.3792 19.6159
10-09-2024 18.3714 19.6072
09-09-2024 18.3652 19.6002
06-09-2024 18.3681 19.6021
05-09-2024 18.3459 19.5781
04-09-2024 18.3476 19.5795
03-09-2024 18.3411 19.5722
02-09-2024 18.3394 19.5701
30-08-2024 18.3191 19.5473
29-08-2024 18.3104 19.5376
28-08-2024 18.3254 19.5533
27-08-2024 18.3243 19.5517
26-08-2024 18.3141 19.5404
23-08-2024 18.3164 19.5417
22-08-2024 18.3053 19.5295
21-08-2024 18.2954 19.5186
20-08-2024 18.3011 19.5243
19-08-2024 18.2925 19.5148

Fund Launch Date: 12/Jun/2014
Fund Category: Arbitrage Fund
Investment Objective: The investment objective of the Scheme is to generate income by predominantly investing in arbitrage opportunities in the cash and the derivative segments of the equity markets and the arbitrage opportunities available within the derivative segment and by investing the balance in debt and money market instruments. However, there is no assurance that the investment objective of the Scheme will be realized
Fund Description: An open ended scheme investing in arbitrage opportunities
Fund Benchmark: Nifty 50 Arbitrage PR Index
Source: Fund FactSheet

Disclaimer: NO INVESTMENT ADVICE. The Content is for informational purposes only.